Anic Equity¶

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Total return since start: 0.551 %¶

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Equity now: -----------------------------> 47378.79 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 45980.8 Kr¶

PnL: ---------------------------------------> -907.77 Kr¶

DD now: ---------------------------------> -2.573 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-27 11:01:50.523987'

Anic Portfolio¶

Today¶

Return: 0.146 %¶

This Week¶

Return: -1.115 %¶

Total¶

Return: 55.106 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 50 0.640000 3130.000000 203.000000 6.940000 2927.000000
HEBA B 70 -0.250000 2765.000000 129.000000 4.890000 2636.000010
HMS Networks 2 -1.260000 780.800000 107.800000 16.020000 673.000000
SAAB B 8 0.160000 3448.800000 71.800000 2.130000 3377.000000
Nordea Bank Abp 29 0.450000 3499.140000 45.140000 1.310000 3453.999992
MedCap 2 0.000000 463.000000 42.000000 9.980000 421.000000
Samhällsbyggnadsbo. i Norden B 20 0.280000 390.900000 35.900000 10.110000 355.000000
Intrum 4 2.130000 556.400000 29.400000 5.580000 527.000000
Resurs Holding 22 1.190000 600.820000 26.820000 4.670000 573.999998
Boozt 12 0.430000 1678.800000 24.800000 1.500000 1653.999996
Corem Property Group B 59 0.200000 600.030000 23.030000 3.990000 576.999999
AcadeMedia 12 -0.580000 575.280000 18.280000 3.280000 557.000004
Norva24 Group 16 0.870000 558.720000 15.720000 2.900000 543.000000
Eastnine 4 0.480000 506.400000 15.400000 3.140000 491.000000
Swedbank A 3 0.390000 578.100000 14.100000 2.500000 564.000000
Securitas B 6 1.290000 583.560000 13.560000 2.380000 570.000000
Fastighetsbolag. Emilshus Pref 21 0.000000 575.400000 13.400000 2.380000 562.000005
OEM International B 7 -0.900000 541.100000 13.100000 2.480000 527.999997
Creaspac SPAC 6 0.520000 583.800000 6.800000 1.180000 577.000002
Samhällsbyggnadsbo. i Norden D 12 1.360000 250.080000 4.080000 1.660000 246.000000
Karnov Group 9 -0.170000 539.100000 3.100000 0.580000 536.000004
Coor Service Management Hold. 8 -0.450000 533.200000 1.200000 0.230000 532.000000
Handelsbanken A 5 -0.050000 539.750000 -6.250000 -1.140000 546.000000
Midsona B 63 0.220000 569.520000 -13.480000 -2.310000 582.999984
International Petroleum Corp. 5 3.890000 573.500000 -21.070000 -3.540000 594.565215
Essity B 2 0.070000 549.600000 -24.400000 -4.250000 574.000000
CTEK 13 -4.700000 505.700000 -28.300000 -5.300000 533.999999
Essity A 4 0.360000 1102.000000 -47.000000 -4.090000 1149.000000
Vivesto 1368 -1.230000 547.200000 -65.800000 -10.730000 612.999432
Sampo Oyj SDB 7 0.280000 3769.500000 -80.500000 -2.090000 3850.000000
Fasadgruppen Group 35 1.550000 3668.000000 -143.000000 -3.750000 3810.999990
Beijer Electronics Group 26 -2.040000 2745.600000 -225.400000 -7.590000 2971.000006
OX2 18 0.320000 1422.900000 -241.100000 -14.490000 1663.999992
Axfood 13 0.110000 3472.300000 -283.700000 -7.550000 3756.000001
Ovzon 52 0.000000 2776.800000 -585.200000 -17.410000 3361.999992
TOTAL 45980.800000 -907.770000 -2.5727% 46888.564618

Updated:¶

'2023-01-27 11:02:04.211556'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶